Abstract: This work investigates the predictive performance of the classical $k$ Nearest Neighbors ($k$-NN) algorithm when the testing data are corrupted by random perturbation. The impact of corruption level on the asymptotic regret is carefully characterized and we reveal a phase-transition phenomenon that, when the corruption level of the random perturbation $\omega$ is below a critical order (i.e., small-$\omega$ regime), the asymptotic regret remains the same; when it is beyond that order (i.e., large-$\omega$ regime), the asymptotic regret deteriorates polynomially. More importantly, the regret of $k$-NN classifier heuristically matches the rate of minimax regret for randomly perturbed testing data, thus implies the strong robustness of $k$-NN against random perturbation on testing data. In fact, we show that the classical $k$-NN can achieve no worse predictive performance, compared to the NN classifiers trained via the popular noise-injection strategy. Our numerical experiment also illustrates that combining $k$-NN component with modern learning algorithms will inherit the strong robustness of $k$-NN. As a technical by-product, we prove that under different model assumptions, the pre-processed 1-NN proposed in \cite{xue2017achieving} will at most achieve a sub-optimal rate when the data dimension $d>4$ even if $k$ is chosen optimally in the pre-processing step.